Heavy Bullets

Heavy Bullets is a roguelike first-person shooter by Brazilian indie developer Terri Vellmann, published by Devolver Digital. After an early access phase on Steam from May 2014, the full version came out on 18 September 2014 for Windows, OS X and Linux.

You carry a pistol with very little ammunition and have to pick up every bullet again after firing it. The goal is to fight through eight procedurally generated levels and reset a security mainframe. Defeated enemies drop money for items, and death ends the run, although banks and insurance let you carry some of your progress into the next attempt. Reviews were mixed to positive, with a Metacritic score of 72, according to Wikipedia.